Quantitative Analysis in Financial Markets
Contributors: Marco Avellaneda (Editor)
Edition: 1st edition
Publisher: World Scientific Publishing Company
Published: February 15, 2001
Language: eng
Format: Paperback
Number of pages: 380
ISBN-13: 9789810242268
Subjects: Applied mathematics; Finance; Economics - General; Business / Economics / Finance; Business & Economics; Business/Economics; Mathematical models; Accounting - General; General; Congresses
First sentence: Continuous-time modeling in finance, though introduced by Louis Bachelier's 1900 thesis on the theory of speculation, really started with Merton's seminal work in the 1970s.